+145.9%
AMKR vs STRL
+526.3%
-380.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.9% |
| 7D | +8.9% | +8.2% | +0.7% | +5.0% |
| 30D | -2.7% | -6.3% | +3.6% | +0.7% |
| 3M | -27.5% | -41.2% | +13.7% | -7.4% |
| 6M | +19.4% | +20.4% | -1.0% | +7.7% |
| YTD | +30.7% | +61.7% | -31.0% | +4.0% |
| 1Y | +107.9% | +72.7% | +35.2% | +60.0% |
| All | +145.9% | +526.3% | -380.4% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling